BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:34 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 58500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -11.52
Gamma: 0.00005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55908.35 | 16.65 | -15.899999999999999 | 21.8 | 77,185 | 3,148 | 17,271 | |||||||||
| 23 Apr | 56305.00 | 29.2 | -111.85000000000001 | 19.06 | 68,533 | 2,547 | 14,424 | |||||||||
| 22 Apr | 57124.45 | 134.3 | -81.6 | 18.71 | 70,636 | -955 | 12,122 | |||||||||
| 21 Apr | 57371.45 | 218 | 65.05000000000001 | 18.78 | 48,364 | 1,526 | 13,190 | |||||||||
| 20 Apr | 56582.35 | 141.5 | -13.949999999999989 | 20.88 | 62,936 | 2,013 | 11,566 | |||||||||
| 17 Apr | 56565.70 | 158 | 27.900000000000006 | 17.92 | 40,525 | -2,614 | 10,034 | |||||||||
| 16 Apr | 56086.40 | 130.95 | -37.80000000000001 | 19.68 | 36,027 | 2,159 | 12,751 | |||||||||
| 15 Apr | 56301.95 | 166.45 | 26.25 | 19.01 | 41,452 | 1,218 | 10,677 | |||||||||
| 13 Apr | 55605.05 | 138 | -14.150000000000006 | 20.21 | 41,013 | 606 | 9,856 | |||||||||
| 10 Apr | 55912.75 | 156.35 | 51.3 | 17.32 | 28,753 | 229 | 9,273 | |||||||||
| 9 Apr | 54821.70 | 103.85 | -59.75 | 19.86 | 29,636 | 2,386 | 9,161 | |||||||||
| 8 Apr | 55703.90 | 176.25 | 130.1 | 17.35 | 38,509 | 2,330 | 6,870 | |||||||||
| 7 Apr | 52716.25 | 45.6 | -9.85 | 23.04 | 11,028 | 318 | 4,507 | |||||||||
| 6 Apr | 52609.10 | 54.5 | 5.35 | 23.67 | 15,500 | -776 | 4,203 | |||||||||
| 2 Apr | 51548.75 | 48 | -0.9 | 24.46 | 9,528 | 732 | 4,986 | |||||||||
| 1 Apr | 51448.65 | 48 | -5.35 | 24.08 | 13,230 | -197 | 4,248 | |||||||||
| 30 Mar | 50275.35 | 49.5 | -59.4 | 26.83 | 5,935 | 322 | 4,463 | |||||||||
| 27 Mar | 52274.60 | 105.6 | -99.7 | 22.77 | 6,838 | 1,041 | 4,067 | |||||||||
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| 25 Mar | 53708.10 | 200 | 37.85 | 20.9 | 3,552 | -1,035 | 3,029 | |||||||||
| 24 Mar | 52605.65 | 170.8 | 29.8 | 22.97 | 2,829 | -858 | 4,065 | |||||||||
| 23 Mar | 51437.75 | 147.7 | -39.35 | 26.13 | 2,475 | -48 | 4,937 | |||||||||
| 20 Mar | 53427.05 | 178.55 | -3.95 | 19.45 | 3,610 | 1,296 | 4,968 | |||||||||
| 19 Mar | 53451.00 | 208.55 | -108.5 | 19.28 | 5,679 | 1,254 | 3,682 | |||||||||
| 18 Mar | 55326.05 | 318.25 | 4.9 | 15.51 | 2,029 | 209 | 2,429 | |||||||||
| 17 Mar | 54876.00 | 316.15 | -35.3 | 17.1 | 2,919 | 536 | 2,208 | |||||||||
| 16 Mar | 54413.40 | 338 | 32.05 | 19.27 | 1,963 | 176 | 1,678 | |||||||||
| 13 Mar | 53757.85 | 309.9 | -200.85 | 19.71 | 2,447 | 29 | 1,502 | |||||||||
| 12 Mar | 55100.95 | 522.45 | -134.2 | 18.28 | 2,252 | 77 | 1,469 | |||||||||
| 11 Mar | 55735.75 | 632.3 | -404.6 | 17.51 | 1,611 | 109 | 1,392 | |||||||||
| 10 Mar | 56950.80 | 1080 | 158.8 | 16.85 | 1,457 | 325 | 1,289 | |||||||||
| 9 Mar | 56019.80 | 925.7 | -544.85 | 19.53 | 1,494 | 194 | 989 | |||||||||
| 6 Mar | 57783.25 | 1435.3 | -683.1 | 15.61 | 1,276 | 500 | 761 | |||||||||
| 5 Mar | 59055.85 | 2064.95 | -24.25 | 14.45 | 804 | -68 | 270 | |||||||||
| 4 Mar | 58755.25 | 2110.25 | -501.25 | 16.36 | 825 | 289 | 334 | |||||||||
| 2 Mar | 59839.65 | 2611.5 | -419.7 | 12.25 | 38 | 8 | 44 | |||||||||
| 27 Feb | 60529.00 | 3031.2 | -403.8 | 9.05 | 23 | 14 | 36 | |||||||||
| 26 Feb | 61187.70 | 3435 | -262.05 | 11.89 | 11 | 3 | 18 | |||||||||
| 25 Feb | 61043.35 | 3697.05 | 135.1 | - | 0 | 0 | 15 | |||||||||
| 24 Feb | 61047.30 | 3697.05 | 135.1 | - | 0 | 0 | 15 | |||||||||
| 23 Feb | 61264.25 | 3697.05 | 135.1 | - | 0 | 0 | 15 | |||||||||
| 20 Feb | 61172.00 | 3697.05 | 135.1 | 8 | 1 | 0 | 14 | |||||||||
| 19 Feb | 60739.55 | 3561.95 | -246.85 | 13.63 | 1 | 0 | 14 | |||||||||
| 18 Feb | 61550.80 | 3825.1 | 325.1 | - | 4 | 3 | 14 | |||||||||
| 17 Feb | 61174.00 | 3500 | 129.75 | - | 2 | 1 | 10 | |||||||||
| 16 Feb | 60949.10 | 3375 | 475 | - | 3 | 2 | 8 | |||||||||
| 13 Feb | 60186.65 | 2900 | -350 | 7.21 | 1 | 0 | 6 | |||||||||
| 12 Feb | 60739.75 | 3250 | 0 | - | 0 | 0 | 6 | |||||||||
| 11 Feb | 60745.35 | 3250 | 0 | - | 1 | 0 | 5 | |||||||||
| 10 Feb | 60626.40 | 3250 | 533.35 | - | 5 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 2716.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 58500 expiring on 28APR2026
Delta for 58500 CE is 0.03
Historical price for 58500 CE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 16.65, which was -15.899999999999999 lower than the previous day. The implied volatity was 21.8, the open interest changed by 3148 which increased total open position to 17271
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 29.2, which was -111.85000000000001 lower than the previous day. The implied volatity was 19.06, the open interest changed by 2547 which increased total open position to 14424
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 134.3, which was -81.6 lower than the previous day. The implied volatity was 18.71, the open interest changed by -955 which decreased total open position to 12122
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 218, which was 65.05000000000001 higher than the previous day. The implied volatity was 18.78, the open interest changed by 1526 which increased total open position to 13190
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 141.5, which was -13.949999999999989 lower than the previous day. The implied volatity was 20.88, the open interest changed by 2013 which increased total open position to 11566
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 158, which was 27.900000000000006 higher than the previous day. The implied volatity was 17.92, the open interest changed by -2614 which decreased total open position to 10034
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 130.95, which was -37.80000000000001 lower than the previous day. The implied volatity was 19.68, the open interest changed by 2159 which increased total open position to 12751
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 166.45, which was 26.25 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1218 which increased total open position to 10677
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 138, which was -14.150000000000006 lower than the previous day. The implied volatity was 20.21, the open interest changed by 606 which increased total open position to 9856
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 156.35, which was 51.3 higher than the previous day. The implied volatity was 17.32, the open interest changed by 229 which increased total open position to 9273
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 103.85, which was -59.75 lower than the previous day. The implied volatity was 19.86, the open interest changed by 2386 which increased total open position to 9161
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 176.25, which was 130.1 higher than the previous day. The implied volatity was 17.35, the open interest changed by 2330 which increased total open position to 6870
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 45.6, which was -9.85 lower than the previous day. The implied volatity was 23.04, the open interest changed by 318 which increased total open position to 4507
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 54.5, which was 5.35 higher than the previous day. The implied volatity was 23.67, the open interest changed by -776 which decreased total open position to 4203
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 48, which was -0.9 lower than the previous day. The implied volatity was 24.46, the open interest changed by 732 which increased total open position to 4986
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 48, which was -5.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by -197 which decreased total open position to 4248
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 49.5, which was -59.4 lower than the previous day. The implied volatity was 26.83, the open interest changed by 322 which increased total open position to 4463
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 105.6, which was -99.7 lower than the previous day. The implied volatity was 22.77, the open interest changed by 1041 which increased total open position to 4067
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 200, which was 37.85 higher than the previous day. The implied volatity was 20.9, the open interest changed by -1035 which decreased total open position to 3029
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 170.8, which was 29.8 higher than the previous day. The implied volatity was 22.97, the open interest changed by -858 which decreased total open position to 4065
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 147.7, which was -39.35 lower than the previous day. The implied volatity was 26.13, the open interest changed by -48 which decreased total open position to 4937
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 178.55, which was -3.95 lower than the previous day. The implied volatity was 19.45, the open interest changed by 1296 which increased total open position to 4968
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 208.55, which was -108.5 lower than the previous day. The implied volatity was 19.28, the open interest changed by 1254 which increased total open position to 3682
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 318.25, which was 4.9 higher than the previous day. The implied volatity was 15.51, the open interest changed by 209 which increased total open position to 2429
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 316.15, which was -35.3 lower than the previous day. The implied volatity was 17.1, the open interest changed by 536 which increased total open position to 2208
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 338, which was 32.05 higher than the previous day. The implied volatity was 19.27, the open interest changed by 176 which increased total open position to 1678
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 309.9, which was -200.85 lower than the previous day. The implied volatity was 19.71, the open interest changed by 29 which increased total open position to 1502
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 522.45, which was -134.2 lower than the previous day. The implied volatity was 18.28, the open interest changed by 77 which increased total open position to 1469
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 632.3, which was -404.6 lower than the previous day. The implied volatity was 17.51, the open interest changed by 109 which increased total open position to 1392
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1080, which was 158.8 higher than the previous day. The implied volatity was 16.85, the open interest changed by 325 which increased total open position to 1289
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 925.7, which was -544.85 lower than the previous day. The implied volatity was 19.53, the open interest changed by 194 which increased total open position to 989
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1435.3, which was -683.1 lower than the previous day. The implied volatity was 15.61, the open interest changed by 500 which increased total open position to 761
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 2064.95, which was -24.25 lower than the previous day. The implied volatity was 14.45, the open interest changed by -68 which decreased total open position to 270
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 2110.25, which was -501.25 lower than the previous day. The implied volatity was 16.36, the open interest changed by 289 which increased total open position to 334
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 2611.5, which was -419.7 lower than the previous day. The implied volatity was 12.25, the open interest changed by 8 which increased total open position to 44
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 3031.2, which was -403.8 lower than the previous day. The implied volatity was 9.05, the open interest changed by 14 which increased total open position to 36
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 3435, which was -262.05 lower than the previous day. The implied volatity was 11.89, the open interest changed by 3 which increased total open position to 18
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 3697.05, which was 135.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 3697.05, which was 135.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 3697.05, which was 135.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 3697.05, which was 135.1 higher than the previous day. The implied volatity was 8, the open interest changed by 0 which decreased total open position to 14
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 3561.95, which was -246.85 lower than the previous day. The implied volatity was 13.63, the open interest changed by 0 which decreased total open position to 14
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 3825.1, which was 325.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 14
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3500, which was 129.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3375, which was 475 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2900, which was -350 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 6
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3250, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3250, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3250, which was 533.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 2716.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.05
Theta: -11.79
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55908.35 | 2500 | 268.9000000000001 | 21.75 | 57 | -18 | 669 |
| 23 Apr | 56305.00 | 2178.4 | 682.3500000000001 | 16.21 | 538 | -222 | 688 |
| 22 Apr | 57124.45 | 1509 | 163.3499999999999 | 20 | 1,192 | -3 | 924 |
| 21 Apr | 57371.45 | 1345 | -721.0500000000002 | 21.3 | 1,262 | -75 | 924 |
| 20 Apr | 56582.35 | 2114 | 116.79999999999995 | 24.24 | 538 | -112 | 1,000 |
| 17 Apr | 56565.70 | 1987.4 | -504 | 19.37 | 226 | -47 | 1,147 |
| 16 Apr | 56086.40 | 2501.25 | 262.5500000000002 | 21.04 | 141 | -36 | 1,195 |
| 15 Apr | 56301.95 | 2308.35 | -586.8000000000002 | 19.24 | 865 | -135 | 1,230 |
| 13 Apr | 55605.05 | 2900 | 336.5999999999999 | 18.82 | 343 | -92 | 1,366 |
| 10 Apr | 55912.75 | 2568.2 | -969.9500000000003 | 17.57 | 672 | -224 | 1,452 |
| 9 Apr | 54821.70 | 3538.15 | 796.75 | 12.46 | 474 | -274 | 1,677 |
| 8 Apr | 55703.90 | 2670 | -2877.4 | 19.56 | 397 | -37 | 1,953 |
| 7 Apr | 52716.25 | 5547.4 | -7.6 | 26.62 | 7 | -4 | 1,990 |
| 6 Apr | 52609.10 | 5555 | -754.15 | 18.31 | 20 | -14 | 1,995 |
| 2 Apr | 51548.75 | 6558 | -51.9 | 23.39 | 27 | -1 | 2,010 |
| 1 Apr | 51448.65 | 6626.75 | -1154 | 26.63 | 292 | -15 | 2,011 |
| 30 Mar | 50275.35 | 7698.9 | 1799 | 27.73 | 256 | 48 | 2,027 |
| 27 Mar | 52274.60 | 5913.9 | 1395.85 | 29.53 | 107 | 49 | 1,978 |
| 25 Mar | 53708.10 | 4550 | -895.7 | 23.22 | 259 | 109 | 1,930 |
| 24 Mar | 52605.65 | 5300 | -1378.05 | 20.2 | 124 | -1 | 1,821 |
| 23 Mar | 51437.75 | 6824.4 | 2118.4 | 32.71 | 169 | -38 | 1,825 |
| 20 Mar | 53427.05 | 4744 | 85.35 | 23.23 | 79 | -3 | 1,862 |
| 19 Mar | 53451.00 | 4510.5 | 1576.75 | 22.05 | 115 | -11 | 1,866 |
| 18 Mar | 55326.05 | 2940.85 | -413.7 | 17.31 | 355 | 89 | 1,885 |
| 17 Mar | 54876.00 | 3337.95 | -556.35 | 17.63 | 42 | -9 | 1,800 |
| 16 Mar | 54413.40 | 3999.05 | -369.85 | 21.86 | 129 | -33 | 1,810 |
| 13 Mar | 53757.85 | 4404.3 | 1169.95 | 21.69 | 143 | -51 | 1,842 |
| 12 Mar | 55100.95 | 3136.45 | 369.25 | 18.22 | 305 | -61 | 1,894 |
| 11 Mar | 55735.75 | 2850 | 987.5 | 19.61 | 309 | -2 | 1,956 |
| 10 Mar | 56950.80 | 1914.9 | -776.45 | 18.2 | 1,024 | 39 | 1,962 |
| 9 Mar | 56019.80 | 2729.9 | 1215.5 | 20.84 | 657 | -30 | 1,925 |
| 6 Mar | 57783.25 | 1513.45 | 615.9 | 17.98 | 2,414 | 36 | 1,945 |
| 5 Mar | 59055.85 | 930.4 | -195.8 | 16.8 | 1,612 | 1 | 1,916 |
| 4 Mar | 58755.25 | 1102.2 | 510.1 | 17.93 | 2,508 | 182 | 1,919 |
| 2 Mar | 59839.65 | 575.65 | 218.2 | 15.44 | 2,823 | 154 | 1,802 |
| 27 Feb | 60529.00 | 357.1 | 70.25 | 14.12 | 1,168 | 132 | 1,665 |
| 26 Feb | 61187.70 | 291.65 | -27.5 | 14.61 | 456 | 169 | 1,536 |
| 25 Feb | 61043.35 | 320.1 | 5.15 | 14.77 | 346 | 149 | 1,366 |
| 24 Feb | 61047.30 | 310.8 | 13.75 | 14.79 | 371 | 157 | 1,223 |
| 23 Feb | 61264.25 | 297 | -17.2 | 14.94 | 420 | 135 | 1,061 |
| 20 Feb | 61172.00 | 310.95 | -56.55 | 14.63 | 339 | 118 | 928 |
| 19 Feb | 60739.55 | 380.25 | 89.85 | 14.39 | 297 | 137 | 811 |
| 18 Feb | 61550.80 | 292.85 | -57.05 | 15.1 | 345 | 40 | 676 |
| 17 Feb | 61174.00 | 349.9 | -3 | 15.05 | 117 | 87 | 637 |
| 16 Feb | 60949.10 | 349.65 | -72.9 | 14.62 | 162 | 41 | 550 |
| 13 Feb | 60186.65 | 437.75 | 112.2 | 13.58 | 225 | 124 | 508 |
| 12 Feb | 60739.75 | 325.05 | -1.25 | 13.34 | 205 | 108 | 384 |
| 11 Feb | 60745.35 | 326.05 | -14.8 | 13.38 | 216 | 145 | 276 |
| 10 Feb | 60626.40 | 351.5 | -7.1 | 13.29 | 110 | 42 | 136 |
| 9 Feb | 60669.35 | 356.5 | -97.85 | 13.56 | 125 | 38 | 100 |
| 6 Feb | 60120.55 | 450 | -43.15 | 13.29 | 46 | 30 | 57 |
| 5 Feb | 60063.65 | 493.15 | -0.35 | 13.63 | 19 | 11 | 28 |
| 4 Feb | 60238.15 | 493.5 | -46.5 | 13.83 | 20 | 10 | 17 |
| 3 Feb | 60041.30 | 540 | -682.5 | 13.96 | 8 | 6 | 7 |
| 2 Feb | 58619.00 | 1222.5 | 107.15 | 16.62 | 3 | 0 | 0 |
| 1 Feb | 58417.20 | 1115.35 | 0 | 1.01 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 1115.35 | 0 | 1.95 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 1115.35 | 0 | 2.22 | 0 | 0 | 0 |
For Nifty Bank - strike price 58500 expiring on 28APR2026
Delta for 58500 PE is -0.97
Historical price for 58500 PE is as follows
On 24 Apr BANKNIFTY was trading at 55908.35. The strike last trading price was 2500, which was 268.9000000000001 higher than the previous day. The implied volatity was 21.75, the open interest changed by -18 which decreased total open position to 669
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 2178.4, which was 682.3500000000001 higher than the previous day. The implied volatity was 16.21, the open interest changed by -222 which decreased total open position to 688
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 1509, which was 163.3499999999999 higher than the previous day. The implied volatity was 20, the open interest changed by -3 which decreased total open position to 924
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 1345, which was -721.0500000000002 lower than the previous day. The implied volatity was 21.3, the open interest changed by -75 which decreased total open position to 924
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 2114, which was 116.79999999999995 higher than the previous day. The implied volatity was 24.24, the open interest changed by -112 which decreased total open position to 1000
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 1987.4, which was -504 lower than the previous day. The implied volatity was 19.37, the open interest changed by -47 which decreased total open position to 1147
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 2501.25, which was 262.5500000000002 higher than the previous day. The implied volatity was 21.04, the open interest changed by -36 which decreased total open position to 1195
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 2308.35, which was -586.8000000000002 lower than the previous day. The implied volatity was 19.24, the open interest changed by -135 which decreased total open position to 1230
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 2900, which was 336.5999999999999 higher than the previous day. The implied volatity was 18.82, the open interest changed by -92 which decreased total open position to 1366
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 2568.2, which was -969.9500000000003 lower than the previous day. The implied volatity was 17.57, the open interest changed by -224 which decreased total open position to 1452
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 3538.15, which was 796.75 higher than the previous day. The implied volatity was 12.46, the open interest changed by -274 which decreased total open position to 1677
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 2670, which was -2877.4 lower than the previous day. The implied volatity was 19.56, the open interest changed by -37 which decreased total open position to 1953
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 5547.4, which was -7.6 lower than the previous day. The implied volatity was 26.62, the open interest changed by -4 which decreased total open position to 1990
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 5555, which was -754.15 lower than the previous day. The implied volatity was 18.31, the open interest changed by -14 which decreased total open position to 1995
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6558, which was -51.9 lower than the previous day. The implied volatity was 23.39, the open interest changed by -1 which decreased total open position to 2010
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 6626.75, which was -1154 lower than the previous day. The implied volatity was 26.63, the open interest changed by -15 which decreased total open position to 2011
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 7698.9, which was 1799 higher than the previous day. The implied volatity was 27.73, the open interest changed by 48 which increased total open position to 2027
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 5913.9, which was 1395.85 higher than the previous day. The implied volatity was 29.53, the open interest changed by 49 which increased total open position to 1978
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 4550, which was -895.7 lower than the previous day. The implied volatity was 23.22, the open interest changed by 109 which increased total open position to 1930
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 5300, which was -1378.05 lower than the previous day. The implied volatity was 20.2, the open interest changed by -1 which decreased total open position to 1821
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 6824.4, which was 2118.4 higher than the previous day. The implied volatity was 32.71, the open interest changed by -38 which decreased total open position to 1825
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 4744, which was 85.35 higher than the previous day. The implied volatity was 23.23, the open interest changed by -3 which decreased total open position to 1862
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 4510.5, which was 1576.75 higher than the previous day. The implied volatity was 22.05, the open interest changed by -11 which decreased total open position to 1866
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 2940.85, which was -413.7 lower than the previous day. The implied volatity was 17.31, the open interest changed by 89 which increased total open position to 1885
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 3337.95, which was -556.35 lower than the previous day. The implied volatity was 17.63, the open interest changed by -9 which decreased total open position to 1800
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3999.05, which was -369.85 lower than the previous day. The implied volatity was 21.86, the open interest changed by -33 which decreased total open position to 1810
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 4404.3, which was 1169.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by -51 which decreased total open position to 1842
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 3136.45, which was 369.25 higher than the previous day. The implied volatity was 18.22, the open interest changed by -61 which decreased total open position to 1894
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 2850, which was 987.5 higher than the previous day. The implied volatity was 19.61, the open interest changed by -2 which decreased total open position to 1956
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1914.9, which was -776.45 lower than the previous day. The implied volatity was 18.2, the open interest changed by 39 which increased total open position to 1962
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 2729.9, which was 1215.5 higher than the previous day. The implied volatity was 20.84, the open interest changed by -30 which decreased total open position to 1925
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 1513.45, which was 615.9 higher than the previous day. The implied volatity was 17.98, the open interest changed by 36 which increased total open position to 1945
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 930.4, which was -195.8 lower than the previous day. The implied volatity was 16.8, the open interest changed by 1 which increased total open position to 1916
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 1102.2, which was 510.1 higher than the previous day. The implied volatity was 17.93, the open interest changed by 182 which increased total open position to 1919
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 575.65, which was 218.2 higher than the previous day. The implied volatity was 15.44, the open interest changed by 154 which increased total open position to 1802
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 357.1, which was 70.25 higher than the previous day. The implied volatity was 14.12, the open interest changed by 132 which increased total open position to 1665
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 291.65, which was -27.5 lower than the previous day. The implied volatity was 14.61, the open interest changed by 169 which increased total open position to 1536
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 320.1, which was 5.15 higher than the previous day. The implied volatity was 14.77, the open interest changed by 149 which increased total open position to 1366
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 310.8, which was 13.75 higher than the previous day. The implied volatity was 14.79, the open interest changed by 157 which increased total open position to 1223
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 297, which was -17.2 lower than the previous day. The implied volatity was 14.94, the open interest changed by 135 which increased total open position to 1061
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 310.95, which was -56.55 lower than the previous day. The implied volatity was 14.63, the open interest changed by 118 which increased total open position to 928
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 380.25, which was 89.85 higher than the previous day. The implied volatity was 14.39, the open interest changed by 137 which increased total open position to 811
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 292.85, which was -57.05 lower than the previous day. The implied volatity was 15.1, the open interest changed by 40 which increased total open position to 676
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 349.9, which was -3 lower than the previous day. The implied volatity was 15.05, the open interest changed by 87 which increased total open position to 637
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 349.65, which was -72.9 lower than the previous day. The implied volatity was 14.62, the open interest changed by 41 which increased total open position to 550
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 437.75, which was 112.2 higher than the previous day. The implied volatity was 13.58, the open interest changed by 124 which increased total open position to 508
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 325.05, which was -1.25 lower than the previous day. The implied volatity was 13.34, the open interest changed by 108 which increased total open position to 384
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 326.05, which was -14.8 lower than the previous day. The implied volatity was 13.38, the open interest changed by 145 which increased total open position to 276
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 351.5, which was -7.1 lower than the previous day. The implied volatity was 13.29, the open interest changed by 42 which increased total open position to 136
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 356.5, which was -97.85 lower than the previous day. The implied volatity was 13.56, the open interest changed by 38 which increased total open position to 100
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 450, which was -43.15 lower than the previous day. The implied volatity was 13.29, the open interest changed by 30 which increased total open position to 57
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 493.15, which was -0.35 lower than the previous day. The implied volatity was 13.63, the open interest changed by 11 which increased total open position to 28
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 493.5, which was -46.5 lower than the previous day. The implied volatity was 13.83, the open interest changed by 10 which increased total open position to 17
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 540, which was -682.5 lower than the previous day. The implied volatity was 13.96, the open interest changed by 6 which increased total open position to 7
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 1222.5, which was 107.15 higher than the previous day. The implied volatity was 16.62, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 1115.35, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 1115.35, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 1115.35, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
